I am using Interactive Brokers and R to download and maintain forex data in addition to doing some analytics on each currency pair. I have setup Financial Instrument per Garrett's instructions and have edited my rProfile site file to define all the available currencies and exchange rate pairs.
Each day I run a script that connects to TWS using iBrokers and loop through all the currency pairs defining a contract for each using twsInstrument. The script then requests data from IB and saves the data into each currency pairs folder in my home directory. The issue I am having is that for the Norwegian Krone I get a message when I grab data for GBPNOK - the first Norwegian currency in my symbol list - which is "Checking to see if other 'type's have a pre-defined currency." I am getting data for this pair as well as all the other NOK currency pairs. When my script completes I get the warning: "In buildIBcontract(symbol) : Creating currency NOK" I have looked through my rProfile and script and can find no reason why I should get this message and warning since I have both defined the currency "NOK" and exchange rates using NOK - i.e. GBPNOK, EURNOK, NOKSEK, etc.. I also get data for each 'NOK' pair so everything seems like it is working. I realize I am only getting a warning and I am still able to get the data I am after but this is bugging me because I cannot figure it out and it is making me think I have a bigger problem. Any help would be appreciated. By the way, I have been digging through the support lists but finding no answer. # Session Info R version 2.14.0 (2011-10-31) Platform: x86_64-pc-mingw32/x64 (64-bit) locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] datasets grDevices utils graphics stats methods base other attached packages: [1] fTrading_2100.76 fBasics_2110.79 MASS_7.3-16 [4] timeSeries_2130.92 timeDate_2131.00 twsInstrument_1.2-9 [7] IBrokers_0.9-3 qmao_1.1.6 FinancialInstrument_0.9.20 [10] quantmod_0.3-17 TTR_0.21-0 xts_0.8-2 [13] zoo_1.7-6 Defaults_1.1-1 loaded via a namespace (and not attached): [1] blotter_0.8.4 grid_2.14.0 lattice_0.20-0 quantstrat_0.6.1 tools_2.14.0 # rProfile # Packages to load at startup require(quantmod) require(qmao) require(IBrokers) require(FinancialInstrument) require(twsInstrument) require(fTrading) #Define Currencies currency(c("AUD", "CAD", "CHF", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "ILS", "JPY", "KRW", "MXN", "NOK", "NZD", "PLN", "RUB", "SEK", "SGD", "USD")) #Define British Pound Based Exchange Rates exchange_rate(c("GBPAUD", "GBPCAD", "GBPCHF", "GBPHKD", "GBPJPY", "GBPNOK", "GBPNZD", "GBPUSD")) -------------------------------------------------------- # Script code examples symbols <- c("GBPJPY", "GBPMXN", "GBPNOK", "GBPNZD", "GBPUSD") for(symbol in symbols){ # Build Contract contract <- buildIBcontract(symbol) # at this point I request data and save the files...I can provide the code if needed. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.